Though far from complete coverage of the entire world, I have found that Rough Guides provide pretty accurate coverage of religious services in English, and for multiple demoninations too. I am a Catholic and have used them to find Catholic masses in Moscow, Paris, London (not too hard, I'll admit), Glasgow and Edinburgh.

The Mass Times website for the United States, in my experience, is excellent and I have used it to find masses in extremely obscure corners of the US and in the big cities.